+117.6%
MOD vs AMDL
+95.0%
+22.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +9.2% | -4.9% | +1.9% |
| 7D | +9.6% | +4.5% | +5.0% | +8.2% |
| 30D | 0.0% | -4.4% | +4.4% | +0.8% |
| 3M | -35.4% | -30.5% | -4.9% | -31.9% |
| 6M | -7.3% | +300.9% | -308.2% | -41.1% |
| YTD | +45.8% | +219.9% | -174.1% | -6.3% |
| 1Y | +43.1% | +374.7% | -331.6% | -23.8% |
| All | +117.6% | +95.0% | +22.5% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AMDL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling